+54.4%
B vs MDY
+15.0%
+39.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.5% |
| 7D | +1.0% | -0.8% | +1.8% | +2.0% |
| 30D | +9.5% | -3.9% | +13.4% | +15.1% |
| 3M | +14.3% | 0.0% | +14.4% | +14.4% |
| 6M | -1.9% | +8.5% | -10.4% | -9.8% |
| YTD | +4.1% | +13.2% | -9.1% | -7.6% |
| All | +54.4% | +15.0% | +39.4% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling